6.251J -- Introduction to Mathematical ProgrammingCourse Description: Introduction to linear optimization and its extensions emphasizing both methodology and the underlying mathematical structures and geometrical ideas. Covers classical theory of linear programming as well as some recent advances in the field. Topics: simplex method; duality theory; sensitivity analysis; network flow problems; decomposition; integer programming; interior point algorithms for linear programming; and introduction to combinatorial optimization and NP-completeness.
This class is at the
Graduate levelThis course is also known as:
15.081JInstructor: J. N. Tsitsiklis, D. Bertsimas
Open Courseware WebsitePrerequisites: 18.06
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